Distributionally robust inference for extreme value-at-risk (Q784395): Difference between revisions

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+Coherent Measures of Risk
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+On the Tail Behavior of Sums of Dependent Risks
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+Theory and Applications of Robust Optimization
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2020.03.003
@@ Property / DOI: 10.1016/J.INSMATHECO.2020.03.003 / rank @@
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